deribit_basis_shock_fear_long · strategy

closed trades

43%

win rate

-266.35

total pnl ($)

0.648

weight

7d window — n=18 wr=39% pnl=-87.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:02	BTC	Buy	59740→58270.9	-12.74	stop_loss
06-30 12:23	BTC	Buy	60324→58840.6	-12.73	stop_loss
06-29 22:53	BTC	Buy	58947.9→60358	+11.54	timeout
06-29 19:04	BTC	Buy	59462→60161	+5.28	timeout
06-28 20:44	BTC	Buy	60228→59636	-5.36	timeout
06-28 17:30	BTC	Buy	60545→59569	-8.47	timeout
06-27 20:04	BTC	Buy	59794→60216	+3.13	timeout
06-27 16:30	BTC	Buy	60039→60685	+4.94	timeout
06-26 16:12	BTC	Buy	59666→60124	+3.30	timeout
06-26 14:43	BTC	Buy	59407→59562	+0.80	timeout
06-25 13:58	BTC	Buy	59669→58202	-12.67	stop_loss
06-25 13:57	BTC	Buy	59783→58308.9	-12.70	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61142.1→59637.2	-12.73	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 09:18	BTC	Buy	62432.1→62709.9	+1.70	timeout
06-24 07:47	BTC	Buy	62913.1→62702.9	-2.21	timeout
06-23 08:17	BTC	Buy	63987.2→62401.7	-12.85	stop_loss
06-23 06:08	BTC	Buy	64663.2→63070.3	-12.79	stop_loss
06-22 22:44	BTC	Buy	65403.3→63788.9	-12.79	stop_loss
06-22 10:06	BTC	Buy	64230.2→64194.8	-0.82	timeout
06-22 08:40	BTC	Buy	63918.2→64063.8	+0.62	timeout
06-21 08:05	BTC	Buy	63570.2→64149.8	+4.03	timeout
06-21 05:25	BTC	Buy	63706.2→64247.8	+3.80	timeout
06-20 04:27	BTC	Buy	62727.1→63510.8	+5.81	timeout
06-20 00:47	BTC	Buy	63048.2→63524.8	+3.34	timeout
06-18 15:53	BTC	Buy	64038.2→62460.6	-12.64	stop_loss
06-18 15:40	BTC	Buy	64324.2→62742.5	-12.45	stop_loss
06-18 05:04	BTC	Buy	65277.3→63671	-12.77	stop_loss
06-17 19:32	BTC	Buy	65713.3→64392.8	-10.51	timeout
06-17 16:06	BTC	Buy	65822.3→65808.7	-0.59	timeout
06-16 15:26	BTC	Buy	66653.3→65761.7	-7.21	timeout
06-16 14:26	BTC	Buy	66409.3→65703.7	-5.85	timeout
06-15 13:16	BTC	Buy	63939.2→66746.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63785.2→66585.7	+21.52	take_profit
06-14 19:07	BTC	Buy	64139.2→63765.8	-3.42	timeout
06-14 18:03	BTC	Buy	63990.2→63718.8	-2.67	timeout
06-13 17:47	BTC	Buy	63822.2→64086.8	+1.61	timeout
06-13 16:45	BTC	Buy	63862.2→64040.8	+0.95	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-12 16:40	BTC	Buy	62664.1→63963.8	+9.88	timeout
06-11 17:03	BTC	Buy	62300.1→62513.9	+1.20	timeout
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-10 16:33	BTC	Buy	61154.1→62219.9	+8.16	timeout
06-10 15:18	BTC	Buy	61592.1→61922.9	+2.19	timeout
06-09 14:44	BTC	Buy	62814.1→61268.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63170.2→61615.1	-12.76	stop_loss
06-09 06:16	BTC	Buy	62869.1→63331.8	+3.18	timeout
06-08 22:25	BTC	Buy	62991.1→63307.8	+2.03	timeout
06-08 05:21	BTC	Buy	61782.1→62614.9	+6.28	timeout
06-07 21:59	BTC	Buy	60724→61744.9	+7.98	timeout
06-07 05:09	BTC	Buy	60012→61801.9	+14.49	timeout
06-06 20:04	BTC	Buy	60024→60501	+3.59	timeout
06-06 04:12	BTC	Buy	61758.1→60238.9	-12.76	stop_loss
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60780→59285.4	-12.75	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:55	BTC	Buy	62572.1→61033.4	-12.75	stop_loss
06-05 10:49	BTC	Buy	62412.1→62544.9	+0.58	timeout
06-05 02:08	BTC	Buy	62383.1→63177.8	+5.92	timeout
06-04 09:30	BTC	Buy	64257.2→62667.5	-12.81	stop_loss
06-04 01:16	BTC	Buy	64504.2→62917.4	-12.75	stop_loss
06-04 00:24	BTC	Buy	65525.3→63913.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.82	stop_loss
06-03 16:27	BTC	Buy	67155.4→65504	-12.77	stop_loss
06-03 03:43	BTC	Buy	67425.4→65765.8	-12.76	stop_loss
06-03 03:28	BTC	Buy	67728.4→66062.6	-12.75	stop_loss
06-02 14:09	BTC	Buy	70105.5→68380.4	-12.77	stop_loss
06-02 12:30	BTC	Buy	70907.5→69161.9	-12.82	stop_loss
06-01 03:37	BTC	Buy	74144.7→73941.3	-1.90	timeout
05-31 23:57	BTC	Buy	73824.7→73660.3	-1.55	timeout
05-31 15:40	BTC	Buy	73845.7→73685.3	-1.59	timeout
05-31 10:05	BTC	Buy	73578.7→73814.3	+1.01	timeout
05-30 16:51	BTC	Buy	73979.7→73883.3	-1.21	timeout
05-30 15:06	BTC	Buy	73328.7→73857.3	+3.00	timeout
05-30 12:51	BTC	Buy	73272.7→73642.3	+2.01	timeout
05-30 10:06	BTC	Buy	73682.7→73571.3	-1.24	timeout
05-30 08:46	BTC	Buy	73749.7→73485.3	-2.28	timeout
05-29 12:17	BTC	Buy	73335.7→73373.3	-0.23	timeout
05-29 11:01	BTC	Buy	73378.7→73574.3	+0.84	timeout
05-29 09:54	BTC	Buy	73529.7→73696.3	+0.61	timeout
05-29 08:49	BTC	Buy	73339.7→73723.3	+2.14	timeout
05-29 07:45	BTC	Buy	73418.7→73360.3	-0.88	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-266.35

total pnl ($)

-63.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	84	43%	-63.0	-266.35

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…